yea do everything that complich said. You might already have spyware installed on your computer. I had a huge problem with pop-ups once, so heres what I did.
first see if this helps
Clean Up
it removes most temporary files from your pc.
Next download
HiJack This
extract it and run the program, it gives a list of all running processes.
Finally register at
Geeks to Go forums and post in the remove malware forum. On your first entry, post your HiJack This log and the mods there will take a look at your situation and give you advice.
trust me, geeks to go really helps. You can set your profile you get email notifications when someone replies.